Stochastic Recursive Algorithms for Optimization Simultaneous Perturbation Methods /

Stochastic Recursive Algorithms for Optimization presents algorithms for constrained and unconstrained optimization and for reinforcement learning. Efficient perturbation approaches form a thread unifying all the algorithms considered. Simultaneous perturbation stochastic approximation and smooth fr...

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Bibliographic Details
Main Authors: Bhatnagar, S. (Author), Prasad, H.L. (Author), Prashanth, L.A. (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic
Language:English
Published: London : Springer London : Imprint: Springer, 2013.
Series:Lecture Notes in Control and Information Sciences, 434
Subjects:
Online Access:https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-1-4471-4285-0